From the first indication of interest through close, custody, and ongoing monitoring — a single workflow built around how sophisticated funding parties already operate.
Standardised diligence, structured terms, and audit-ready records remove the friction that slows legal asset trades on bilateral channels.
Counterparty due diligence, accreditation, sanctions screening, and mandate intake. We capture asset preferences, ticket sizes, jurisdictions, and structural constraints up front.
The matching engine pairs indications to mandates by underwriting fit, not just size. Structuring tools support senior, mezzanine, participations, JVs, and forward-flow programmes.
Per-deal data rooms with normalised case files, docket and judgment pulls, expert memos, witness exhibits, and an AI-generated risk summary refreshed on every upload.
Document execution with templated agreements, escrowed settlement, and post-close monitoring with milestone alerts, recovery cash-flow tracking, and trigger-based reporting.
Every class is supported by a class-specific underwriting model and a normalised data schema, so positions are comparable across the book.
Single-case and portfolio funding for commercial plaintiffs and law firms, including non-recourse and partial-recourse structures.
Funding for patent enforcement campaigns, with sensitivity around forum, claim construction, and validity history.
Purchase or financing of unpaid judgments, including post-trial appeals risk and cross-border enforcement considerations.
Pool-level funding and secondary trades on mass tort dockets, with inventory-aging and bellwether-trial sensitivities modelled.
Forward-flow purchase of contingent and structured fee receivables, sized to firm-level historical realisation.
Secondary purchase and resale of court-approved structured settlement payment streams.
Funding and secondary trading of subrogation receivables, with carrier-mix and recovery-curve diligence.
Domestic and international arbitral awards, including treaty-based investor-state disputes with enforcement-jurisdiction analysis.
Receivables tied to insurer-funded defense work, sized against carrier credit and panel-counsel arrangements.
Trade and unsecured claim trading with plan-of-reorganisation, priority, and recovery-class modelling.
Secondary positions in residual class-action recovery rights and distribution waterfalls.
Post-judgment funding, appeal-bond financing, and discrete monetization of appeal-stage outcomes.
Litigation finance funds, specialty lenders, and law firms originating positions that need partner capital, secondary liquidity, or risk transfer.
Hedge funds, family offices, sovereign and pension allocators, insurers, and private credit shops adding legal-asset exposure to their books.
Carriers and reinsurers transacting subrogation, defense-cost, and judgment-protection wrappers; programmatic forward-flow buyers.
Priority position with collateral on case proceeds and waterfall protections.
Subordinated tranches with bespoke triggers and shared upside.
Programmatic purchase of newly-originated positions on agreed criteria.
Co-investment vehicles and managed sidecars for repeat counterparty pairs.
We'll run a working session against your current pipeline or a representative book. No pitch deck — just the platform and your data.